+604.5%
TDG vs DOC
+21.2%
+583.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | +1.7% | -0.9% | +2.6% | +2.1% |
| 30D | +9.7% | +7.7% | +1.9% | +5.7% |
| 3M | -2.3% | -2.0% | -0.3% | -1.6% |
| 6M | +1.3% | +5.9% | -4.5% | -2.2% |
| YTD | -8.5% | +31.8% | -40.3% | -21.8% |
| 1Y | -8.1% | +22.5% | -30.7% | -18.6% |
| 3Y | +43.4% | +54.7% | -11.3% | +7.1% |
| 5Y | +127.8% | -21.3% | +149.1% | +147.7% |
| All | +604.5% | +21.2% | +583.2% | +542.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DOC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling